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VOL. 57 | 2010 A note on rough differential equations with unbounded coefficients
Yuzuru Inahama

Editor(s) Motoko Kotani, Masanori Hino, Takashi Kumagai

Abstract

By using a cutoff technique, we make a rough path approach to SDEs with linear growth coefficients. As an application, we improve Fang–Zhang's large deviation for loop group valued Brownian motion.

Information

Published: 1 January 2010
First available in Project Euclid: 24 November 2018

zbMATH: 1203.60072
MathSciNet: MR2648258

Digital Object Identifier: 10.2969/aspm/05710155

Subjects:
Primary: 58J65, 60B12, 60J15

Rights: Copyright © 2010 Mathematical Society of Japan

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